Pair Mining Efficiency: Expected Number of High-Quality Pairs from US Equities in an Average Quarter

Pair Mining Efficiency: Expected Number of High-Quality Pairs from US Equities in an Average Quarter

GOOD QUESTION.  TOO MANY VARIABLES TO ANSWER.  DO YOU USE $3BLN+ EQUITIES IN SAME INDUSTRY SECTOR ONLY?  SMALLER CAPS? CROSS SECTOR PAIRS? ETFS? FUTURES? FX? NON-US EXCHANGES?  THE LIST IS ALMOST UNLIMITED FOR AN INDIVIDUAL RETAIL TRADER.